I actually made a little tunnel out of extra plastic craft canvas and had it in with Ed for a while. He LOVED it, always played in it ;) I've tried the ping-pong balls without success....they seem a little big, maybe something a bit smaller would work....

Wal Mart and a lot of pet stores offer hamster "accessory kits" these usually cost a few dollars and come with things like small tubes of different shapes and sizes. My brother got one for his hamster and then agreed to let me have the leftover parts for my fish if I wanted them.